-2.1%
AGG vs EOG
+15.0%
-17.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.6% |
| 7D | -0.9% | +1.0% | -2.0% | -0.9% |
| 30D | -1.0% | +2.8% | -3.8% | -0.7% |
| 3M | -1.3% | +5.9% | -7.2% | -0.8% |
| 6M | -2.1% | +17.1% | -19.1% | -0.7% |
| All | -2.1% | +15.0% | -17.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling